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The Calculation of Margin Requirements For Gold Futures Contracts By Using Conditional Extreme Value Theory
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
Futures exchanges require a margin requirement that ensures their competitiveness and protects against default risk. The purpose of a margin requirement is to protect a clearinghouse from members’ defaults resulting from big losses due to adverse movement of futures prices. Extreme movements are central to the margin setting problem, because only a large price variation may cause brokers to incur losses. So in this study according to recent default in gold futures in Iran Mercantile Exchange we apply extreme value theory for computing unconditional and conditional optimal margin levels based on Block-Maxima and Peak over threshold approaches.The results show that at very high confidence...
Laboratory Study of Transverse Dispersion and Hydrodynamic of Continuous Flow Around Cylindrical Cylinders
,
M.Sc. Thesis
Sharif University of Technology
;
Jamali, Mirmosadegh
(Supervisor)
Abstract
In this study, by performing a series of experiments, the effect of the presence of cylinders on the formation of vortices and the interaction of cylinders on each other and, finally, transverse propagation in a steady flow are investigated. The cylinder cylinders that are in the direction of the motion of the water, have a significant effect on the hydrodynamic aspects and propagation in these streams. In the pattern of flow around cylindrical cylinders, with increasing Reynolds number, the vortex behind the stem begins to oscillate and when they reach, vortices flow into the stream. The flow velocity field, the formation and vortex fluctuation, affects the process of particle propagation...
Constitutive law of finite deformation elastoplasticity with proportional loadings
, Article Journal of Pressure Vessel Technology, Transactions of the ASME ; Volume 135, Issue 6 , September , 2013 ; 00949930 (ISSN) ; Naghdabadi, R ; Sharif University of Technology
2013
Abstract
In this paper, decomposition of the total strain into elastic and plastic parts is investigated for extension of elastic-type constitutive models to finite deformation elastoplasticity. In order to model the elastic behavior, a Hookean-type constitutive equation based on the logarithmic strain is considered. Based on this constitutive equation and assuming the deformation theory of Hencky as well as the yield criteria of von Mises, the elastic-plastic behavior of materials at finite deformation is modeled in the case of the proportional loading. Moreover, this elastoplastic model is applied in order to determine the stress distribution in thick-walled cylindrical pressure vessels at finite...
Corrigendum to "Kinematics and kinetics modeling of thermoelastic continua based on the multiplicative decomposition of the deformation gradient" [International Journal of Engineering Science 62 (2013) 56-69] (DOI:10.1016/j.ijengsci.2012.07.001)
, Article International Journal of Engineering Science ; Volume 73 , December , 2013 , Page. 56–69 ; 00207225 (ISSN) ; Naghdabadi, R ; Sharif University of Technology
2013
Kinematics and kinetics modeling of thermoelastic continua based on the multiplicative decomposition of the deformation gradient
, Article International Journal of Engineering Science ; Volume 62 , 2013 , Pages 56-69 ; 00207225 (ISSN) ; Naghdabadi, R ; Sharif University of Technology
2013
Abstract
Solids usually show complex material behavior. If deformation is finite, the description of the kinematics makes the mechanical model complicated. In fact, one of the basic questions in the formulation and analysis procedures of finite deformation thermoelasticity is: "How can the finite deformation thermoelasticity response be best accounted for in the kinematic formulation?" A rather attractive way to proceed is to use the approach of small strain analysis, and decompose the total strain into a mechanical part and a thermal part. In this paper, based on the multiplicative decomposition of the deformation gradient, the mechanical and thermal strains are defined in the power and exponential...
Constitutive modeling of solids at finite deformation using a second-order stress-strain relation
, Article International Journal of Engineering Science ; Volume 48, Issue 2 , 2010 , Pages 223-236 ; 00207225 (ISSN) ; Naghdabadi, R ; Sharif University of Technology
2010
Abstract
In this paper, a deformation measure is introduced which leads to a class of strain measures in the Lagrangian and Eulerian descriptions. In order to develop a constitutive equation, a second-order constitutive relation based on these strain measures is considered for modeling the mechanical behavior of solids at finite deformation. For this purpose and performance evaluation of the proposed strains, a Hookean-type constitutive equation is considered and the uniaxial loading as well as simple shear and pure shear tests are examined. It is shown that the constitutive modeling based on the proposed strains give results which are in good agreement with the experimental data
Hyperelastic materials behavior modeling using consistent strain energy density functions
, Article Acta Mechanica ; Volume 213, Issue 3-4 , 2010 , Pages 235-254 ; 00015970 (ISSN) ; Naghdabadi, R ; Sharif University of Technology
Springer-Verlag Wien
2010
Abstract
Hyperelastic materials have high deformability and nonlinearity in load-deformation behavior. Based on a phenomenological approach, these materials are treated as a continuum, and a strain energy density is considered to describe their hyperelastic behavior. In this paper, the mechanical behavior characterization of these materials is studied from the continuum viewpoint. For this purpose, the strain energy density is expressed as sum of independent functions of the mutual multiple of principal stretches. These functions are determined by applying the governing postulates on the form of the strain energy density. It is observed that a consistent strain energy density is expressible in terms...
Kinematics and kinetics description of thermoelastic finite deformation from multiplicative decomposition of deformation gradient viewpoint
, Article Mechanics Research Communications ; Volume 37, Issue 6 , 2010 , Pages 515-519 ; 00936413 (ISSN) ; Kargarnovin, M. H ; Sharif University of Technology
2010
Abstract
In this paper, using the multiplicative decomposition of the deformation gradient into mechanical and thermal parts, both kinematic and kinetic aspects of finite deformation thermoelasticity are considered. At first, the kinematics of the thermoelastic continua in the purely thermal process of nonisothermal deformation is investigated for finite deformation thermoelasticity. Also, a linear relation between the thermal expansion tensor and the rate of the thermal deformation tensor is presented. In order to model the mechanical behavior of thermoelastic continua in the stress-producing process of nonisothermal deformation, an isothermal effective stress-strain equation based on the...
Real-Time Hole Cleaning Simulation Using Mud Logging Unit Data
, M.Sc. Thesis Sharif University of Technology ; Jamshidi, Saeed (Supervisor)
Abstract
Hole cleaning refers to the ability of the drilling fluid to transport and suspend drill cuttings. Inadequate hole cleaning can lead to numerous problems, including non transportation of drill cuttings, pipe sticking , bit wear, slowed drilling, formation fractures, increased torque and drag, wellbore instability issues, and more. Although issues due to inadequate cleaning are observed in vertical wells, cleaning problems are generally more severe in deviated and horizontal wells. Several factors can affect hole cleaning, including fluid velocity, maximum equivalent density of the drilling fluid, wellbore inclination angle, ROP, eccentricity, mud properties, and cutting properties. This...
Hyperelastic materials modelling using a strain measure consistent with the strain energy postulates
, Article Proceedings of the Institution of Mechanical Engineers, Part C: Journal of Mechanical Engineering Science ; Volume 224, Issue 3 , 2010 , Pages 591-602 ; 09544062 (ISSN) ; Naghdabadi, R ; Kargarnovin, M. H ; Sharif University of Technology
2010
Abstract
In this article, a strain energy density function of the Saint Venant-Kirchhoff type is expressed in terms of a Lagrangian deformation measure. Applying the governing postulates to the form of the strain energy density, the mathematical expression of this measure is determined. It is observed that this measure, which is consistent with the strain energy postulates, is a strain type with the characteristic function more rational than that of the Seth-Hill strain measures for hyperelastic materials modelling. In addition, the material parameters are calculated using a novel procedure that is based on the correlation between the values of the strain energy density (rather than the stresses)...
Constitutive modeling of rubberlike materials based on consistent strain energy density functions
, Article Polymer Engineering and Science ; Volume 50, Issue 5 , 2010 , Pages 1058-1066 ; 00323888 (ISSN) ; Naghdabadi, R ; Kargarnovin, M. H ; Sharif University of Technology
2010
Abstract
Rubberlike materials are characterized by high deformability and reversibility of deformation. From the continuum viewpoint, a strain energy density function is postulated for modeling the behavior of these materials. In this paper, a general form for the strain energy density of these materials is proposed from a phenomenological point of view. Based on the Valanis-Landel hypothesis, the strain energy density of incompressible materials is expressed as the sum of independent functions of the principal stretches meeting the essential requirements on the form of the strain energy density. It is cleared that the appropriate mathematical expressions for constitutive modeling of these materials...
Design of spherical vessels under steady-state thermal loading using thermo-elasto-plastic concept
, Article International Journal of Pressure Vessels and Piping ; Volume 86, Issue 2-3 , 2009 , Pages 143-152 ; 03080161 (ISSN) ; Kargarnovin, M. H ; Naghdabadi, R ; Sharif University of Technology
2009
Abstract
Governing equilibrium equations of thick-walled spherical vessels made of material following linear strain hardening and subjected to a steady-state radial temperature gradient using elasto-plastic analysis are derived. By considering a maximum plastic radius and using the concept of thermal autofrettage for the strengthening mechanism, the optimum wall thickness of the vessel for a given temperature gradient across the wall thickness is obtained. Finally, in the case of thermal loading on a vessel, the effect of convective heat transfer on the optimum thickness is studied and a general formula for the optimum wall thickness and design graphs for several different cases are presented. © 2008...
Design of thick-walled cylindrical vessels under internal pressure based on elasto-plastic approach
, Article Materials and Design ; Volume 30, Issue 9 , 2009 , Pages 3537-3544 ; 02641275 (ISSN) ; Kargarnovin, M. H ; Naghdabadi, R ; Sharif University of Technology
2009
Abstract
By considering the Bauschinger effect and the yield criterion of Tresca, an exact elasto-plastic analytical solution for a thick-walled cylindrical vessel made of elastic linear-hardening material is derived. Having the working pressure and geometric dimensions of the vessel, the distribution of the hoop and equivalent stresses are optimized in the way that the distribution of stresses becomes smooth in the vessel wall. Based on two optimizing methods of the hoop and equivalent stresses, the best autofrettage pressure is determined. It is shown that this pressure is more than the working pressure and depends on the three following variables: Bauschinger effect, working pressure and geometric...
Wall thickness optimization of thick-walled spherical vessel using thermo-elasto-plastic concept
, Article International Journal of Pressure Vessels and Piping ; Volume 82, Issue 5 , 2005 , Pages 379-385 ; 03080161 (ISSN) ; Rezai Zarei, A ; Darijani, H ; Sharif University of Technology
2005
Abstract
A study of thick-walled spherical vessels under steady-state radial temperature gradients using elasto-plastic analysis is reported. By considering a maximum plastic radius and using the thermal autofrettage method for the strengthening mechanism, the optimum wall thickness of the vessel for a given temperature gradient across the vessel is obtained. Finally, in the case of thermal loading on a vessel, the effect of convective heat transfer on the optimum thickness is considered, and a general formula for the optimum thickness and design graphs for several different cases are presented. © 2004 Elsevier Ltd. All rights reserved
Elastoplastic stress study in thick-walled spherical vessels considering finite deformation
, Article 8th Biennial ASME Conference on Engineering Systems Design and Analysis, ESDA2006, Torino, 4 July 2006 through 7 July 2006 ; Volume 2006 , 2006 ; 0791837793 (ISBN); 9780791837795 (ISBN) ; Shamsaei, N ; Naghdabadi, R ; Danesh Sararoudi, M ; Sharif University of Technology
2006
Abstract
An exact elasto-plastic analytical solution for large-strained internal pressurized thick-walled spherical vessels made of elastic-linear and nonlinear hardening material is derived in this paper. This solution is based on the notion of finite strains, the deformation theory of Hencky and the yield criteria of von Mises and Tresca. Nolinear elastic solution of an axisymetric boundary value problem is used as a basis to generate its inelastic solution, whereas the Hyper-elastic constitutive equation is invoked to represent the material response in the elastic region. This method treats the material parameters as field variables. Their distributions are obtained in an iterative manner using...
Kinematic and Constitutive Modeling of Elastic and Thermoelastic Continua with Finite Deformation using Multiplicative Decomposition of Deformation Gradient
, Ph.D. Dissertation Sharif University of Technology ; Naghdabadi, Reza (Supervisor) ; Kargarnovin, Mohammad Hassan (Supervisor)
Abstract
In this thesis, a deformation measure is introduced which leads to a class of strain measures in the Lagrangian and Eulerian descriptions. In order to develop a constitutive equation, a second-order constitutive relation based on these strain measures is considered for modeling the mechanical behavior of solids at finite deformation. For this purpose and performance evaluation of the proposed strains, a Hookean-type constitutive equation is considered and the uniaxial loading as well as simple shear and pure shear tests are examined and the results are compared with the test data. Also, in order to characterize the mechanical behavior of elastic continua, constitutive equations through a...
Theoretical Study of Segregation of Particles in Gas-Fluidized Bed
, M.Sc. Thesis Sharif University of Technology ; Molaei Dehkordi, Asghar (Supervisor) ; Safe Kordi, Ali Akbar (Supervisor)
Abstract
In this work, the segregation of solids in 2D gas-solid fluidized beds has been investigated carefully doing DPM approach. In this regard, various types of mixing index reported in the literature were need. Lacey index was chosen to study to study the segregation for different conditions. Effects of jetsam concentration, bed aspect ratio, solids density, restitution coefficient, initial arrangement and operation pressure and temperature were investigated. It was found that for beds with the mixed initial conditions, with an increase in the superficial gas velocity, the mixing index decreases and then increases. In addition, the mixing index increases with an increase in the jetsam...
Nanoparticle-based optical sensor arrays
, Article Nanoscale ; v. 9 , 2017 , pages 16546 – 16563 ; 2040-3364 ; Bigdeli, Arafeh ; Ghasemi, Forough ; Golmohammadi, Hamed ; Abbasi-Moayed, Samira ; Farahmand Nejad, M. Amin ; Fahimi-Kashani, Nafiseh ; Jafarinejad, Somayeh ; Shahrajabian, Maryam ; Sharif University of Technology
Royal Society of Chemistry
2017
Abstract
As in many other methods that have integrated nanoparticles (NPs), the chemical nose/tongue strategy has also progressed greatly since the entrance of NPs into this field. The fascinating tunable physicochemical properties of NPs have made them powerful candidates for array-based sensing platforms and have enabled the development of real-time, sensitive and portable systems that are able to target complex mixtures of analytes. In particular, the unique optical properties of NPs have a key role in providing promising array-based sensing approaches. This review will describe the main aspects and processes of most common NP-based optical sensor arrays. The fundamental steps in the design of a...
Effect of Air by Oxygen Enrichmenton Burning Rate of Polyethylen in Vortex Ramjet
, M.Sc. Thesis Sharif University of Technology ; Ghafoorian, Akbar (Supervisor) ; Ghorbanian, Kaveh (Supervisor) ; Saeedi, Mohammad Hassan (Co-Advisor) ; Mozaffari, Ali Asghar (Co-Advisor)
Abstract
Bidirectional axial vortex flow and air enriched with oxygen are used in order to increase solid fuel burning rate in both subsonic and supersonic ramjet engines experimentally. Vortex flow enhances combustion by causing erosive burning on the surface of the solid fuel. Air enriched by oxygen increases the combustion temperature. Therefore, they make the usage of subsonic ramjet engines possible for applications in which a low thrust is need for a long duration. An experimental ramjet engine with the capability of simulating subsonic and supersonic flight conditions was designed and fabricated. Polyethylene and oxygen enriched air are used as solid fuel and oxidizer respectively. ...